how do I smooth an object together?
Actually you've joined several objects to make one object but it is still made of several separate meshes. As long as they are separate you won't be able to create any welding, except a fake one with this welding node but I don't know if it's already available. So the simplest is to use the Boolean tool: Go in Edit mode, select all your meshes except one (use L to select a mesh), go in the horizontal header menu > Face > Intersect (Boolean), and in the operator box (bottom left of the 3D View), choose Boolean > Union. Now your meshes are merged into one and you can create a welding effect, in sculpting mode if you want, or with bevels...